When you open the MIDI file with the programs mentioned above just look for the menu command Transpose to change the key of the song.
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Example:
Let's say we want to change the key of the original Gb blues clip to the key of G, suitable for the C harmonica to play in the key of G in the second position. We make it by changing the pitch of Gb clip transposing it up by a half position (1 semitone).
Try both clips with the key of C diatonic harmonica (click links above) and you will hear the difference and easily feel which one is suitable to play along.
More tips at http://harmonicatips.blogspot.com